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So, you've started up Ocarina of Time. After you enter your name for the first time (we'll just say 'Link' from now on), you're treated to an image of a peaceful-looking forest and a giant tree with a mustache, calling for a faerie named Navi. After some brief dialogue about the tree being in danger, Navi is sent flying through the peaceful forest of little elf-children. This tree is called the Great Deku Tree, and watches over all of the Kokiri forest.
Navi flies into a treehouse, where Link is lying on the bed asleep and suffering a nightmare. She wakes him up and berates him for being so lazy. What, he's not allowed sleep? She then tells him that he has to come with her to see the Great Deku Tree, at which point the game gives you control of Link.
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To the Deku Tree!
Use the analog stick to move Link and run out the little flap of the tree house. As soon as you step out the door, the camera will pan down to show Link's friend Saria, who's ecstatic about Link having received a guardian faerie of his own. Up until this point, Link was faerie-less in a group where all the children had them as guardians. After Link finished talking to her (or listening to her talk) climb down the ladder, using the A button on the Gamecube controller to drop down. You can also just jump off the ledge and roll. I suggest getting acquainted with the analog stick and learning just how Link moves first. Pressing it slightly will make him walk, fully will make him run. This Zelda game will teach you the controls as you go along, but it's good to have a little guide here just in case. Looking on the bottom of the screen, you'll see a map of Kokiri Forest. The yellow arrow is Link's present location and the red arrow is the entrance to an area (specifically, the one where Link entered). You want to go to the spot on the right that winds and ends in the large grove.
Uh-oh. Link can't make it through. It's being guarded by Mido, the 'leader' of the Kokiri. Even after Link tells him about the summons of the Tree, he still won't let him through without a sword and shield. So, now Link has to arm himself.
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The Weapons of a Hero
Right, so. Now Link needs a sword and shield. Retreat from Mido and go to the building with a red rooftop. This is the Kokiri village store, where you can buy Hearts (the life energy of the Zelda series - try to ignore the implications here) Deku Sticks, Deku Nuts, and voilà, a Deku Shield! The Deku Shield costs 40 Rupees; more than Link likely has at the moment. So then, let's go get the sword first.
Go to the southern part of the map, where Link will see a small maze of fences next to a grotto reaching back into the hillside. It looks a little small, but Link can crawl through it. Walk up to the hole, press the A button and Link will crouch down and start crawling.The whole maze, the first of its type in Ocarina of Time is composed of a a few right-angle turns. Explore the maze if you want; there are a few Rupees and Hearts here and there in it, but to get the sword, you'll want to make a left as soon as Link stands up. Also, watch out for the giant rolling boulder, which will take a fourth of a heart (kind of like hit points) of damage.
Take the corner and run along this passage. You should see a small upraised tree stump with a treasure chest. Walk up and open this, and voilà, the Kokiri Sword! Go to the menu and equip it. It'll add an article about the sword techniques and various applications later on, but for right now, you need to raise money. Mido's house (the one with the Kokiri trying to remove rocks from the lawn) has a few treasure chests with Rupees. Also, you can jump across the stepping stones in the water between Kokiri Shop and Mido's House to raise the Rupees. Repeat until you get 40, then go buy the Deku Shield and head to the Deku Tree. Mido will let you pass.
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Entering the Tree
After Link manages to enter the Deku Tree's grove, he'll immediately be attacked by Deku Babas (the long-stemmed plants. Kill them and get the Deku Stinks they leave behind, equipping them to the C-button of your choice. I personally use the left one, but it doesn't matter. Link can carry up to 10 of these to light torches, burn through things, etc.
Now, the Deku Tree has had a curse placed on it by someone looking for this region's particular MacGuffin: The Spiritual Stone of the Forest. It gives life to the forest, so the Deku Tree understandably wanted to hold onto it. Unfortunately, the person who came looking for it had other ideas, and decided to kill the Deku Tree to get it. So, your job (it figures) is to break the curse. Into the giant hollow tree you go. Which raises other questions, like how the hell is a hollow tree is still alive? But anyway... This is the first dungeon of Ocarina of Time.